S&P GSCI Cocoa Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
66.52%
decreased by 0.48%
1 Week
66.40%
decreased by 0.60%
1 Month
65.94%
decreased by 1.06%
Analysis last updated: Saturday, June 27, 2026 at 12:23 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6411 | 5.59 | |
| 0.0302 | 46.61 | |
| 0.9976 | 2,740.70 | |
| 7.0774 | 7.34 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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